Code: 01783327
Volume Based Portfolio Strategies
by Alexander Brändle
Alexander Brändle investigates the relationship between different measures of trading volume and returns in the Swiss stock market. He discovers that stocks with unusual trading volume in a given month experience systematically hi ... more
- Language:
English - Binding: Paperback
- Number of pages: 320
Publisher: Springer Fachmedien Wiesbaden, 2010
- More about this
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Book synopsis
Alexander Brändle investigates the relationship between different measures of trading volume and returns in the Swiss stock market. He discovers that stocks with unusual trading volume in a given month experience systematically higher subsequent returns. This abnormal volume effect is particularly strong in uncertain market situations including the 2008 downturn.
Book details
70.80 €
- Full title: Volume Based Portfolio Strategies
- Subtitle: Analysis of the Relationship Between Trading Activity and Expected Returns in the Cross-section of Swiss Stock
- Author: Alexander Brändle
- Language: English
- Binding: Paperback
- Number of pages: 320
- EAN: 9783834921062
- ISBN: 3834921068
- ID: 01783327
- Publisher: Springer Fachmedien Wiesbaden
- Weight: 419 g
- Dimensions: 210 × 148 × 18 mm
- Date of publishing: 24. February 2010
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